SIAM Journal on Control and Optimization, Vol.39, No.3, 961-980, 2000
Uniform convergence and mesh independence of Newton's method for discretized variational problems
In an abstract framework, we study local convergence properties of Newton's method for a sequence of generalized equations which models a discretized variational inequality. We identify conditions under which the method is locally quadratically convergent, uniformly in the discretization. Moreover, we show that the distance between the Newton sequence for the continuous problem and the Newton sequence for the discretized problem is bounded by the norm of a residual. As an application, we present mesh-independence results for an optimal control problem with control constraints.
Keywords:Newton's method;variational inequality;optimal control;sequential quadratic programming;discrete approximation;mesh independence